+5.9%
CRBG vs ACM
-48.8%
+54.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +0.6% | -4.6% | +5.2% | +1.7% |
| 30D | +2.6% | +4.1% | -1.4% | +1.5% |
| 3M | +24.0% | -8.3% | +32.3% | +25.9% |
| 6M | +50.5% | -30.1% | +80.6% | +65.7% |
| YTD | +17.1% | -32.6% | +49.7% | +30.8% |
| 1Y | +5.9% | -49.6% | +55.5% | +24.2% |
| All | +5.9% | -48.8% | +54.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling